Analytical Approximate Solutions to American Barrier and Lookback Option Values
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Publication:3631200
DOI10.1016/S1570-8659(08)00017-3zbMath1180.91299OpenAlexW1490174250MaRDI QIDQ3631200
Publication date: 5 June 2009
Published in: Special Volume: Mathematical Modeling and Numerical Methods in Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s1570-8659(08)00017-3
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)